Numerical inversion methods for computing approximate p-values

DOI10.1007/S10614-005-9011-5zbMATH Open1101.62007OpenAlexW1975428654MaRDI QIDQ2432015FDOQ2432015

Authors: Hiroyuki Kawakatsu 

Publication date: 25 October 2006

Published in: Computational Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10614-005-9011-5

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zbMATH Keywords

characteristic functiontail probabilitylinear regressionnumerical transform inversion

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Exact distribution theory in statistics (62E15) Parametric hypothesis testing (62F03)

Cites Work

• Title not available (Why is that?)
• Multi-precision Laplace transform inversion
• Testing for the Constancy of Parameters Over Time
• Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
• Asymptotic theory of a test for the constancy of regression coefficients against the random walk alternative
• Comparison of sequence accelerators for the Gaver method of numerical Laplace transform inversion
• Title not available (Why is that?)
• Title not available (Why is that?)
• The Fourier-series method for inverting transforms of probability distributions
• Algorithm 682: Talbot's method of the Laplace inversion problems
• Title not available (Why is that?)

Cited In (1)

• Computing \(p\)-values for the generalized Durbin-Watson and other invariant test statistics

Uses Software

• QUADPACK
• Algorithm 682
• Algorithm 368

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